drift/exploration.ipynb

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from load_data import load_files
import pandas as pd
from pandas.plotting import lag_plot

data = load_files('data')
data.info()

<class 'pandas.core.frame.DataFrame'>
Index: 1501 entries, 2017-10-01 to 2021-11-09
Data columns (total 42 columns):
 #   Column         Non-Null Count  Dtype  
---  ------         --------------  -----  
 0   BTC_close      1501 non-null   float64
 1   BTC_returns    1501 non-null   float64
 2   TRX_close      1501 non-null   float64
 3   TRX_returns    1501 non-null   float64
 4   XRP_close      1501 non-null   float64
 5   XRP_returns    1501 non-null   float64
 6   IEF_close      1005 non-null   float64
 7   IEF_adj_close  1005 non-null   float64
 8   IEF_volume     1005 non-null   float64
 9   IEF_returns    1005 non-null   float64
 10  QQQ_close      1005 non-null   float64
 11  QQQ_adj_close  1005 non-null   float64
 12  QQQ_volume     1005 non-null   float64
 13  QQQ_returns    1005 non-null   float64
 14  FIL_close      1501 non-null   float64
 15  FIL_returns    1501 non-null   float64
 16  GLD_close      1005 non-null   float64
 17  GLD_adj_close  1005 non-null   float64
 18  GLD_volume     1005 non-null   float64
 19  GLD_returns    1005 non-null   float64
 20  TLT_close      1005 non-null   float64
 21  TLT_adj_close  1005 non-null   float64
 22  TLT_volume     1005 non-null   float64
 23  TLT_returns    1005 non-null   float64
 24  SPY_close      1005 non-null   float64
 25  SPY_adj_close  1005 non-null   float64
 26  SPY_volume     1005 non-null   float64
 27  SPY_returns    1005 non-null   float64
 28  ETH_close      1501 non-null   float64
 29  ETH_returns    1501 non-null   float64
 30  UNI_close      1501 non-null   float64
 31  UNI_returns    1501 non-null   float64
 32  DOT_close      1501 non-null   float64
 33  DOT_returns    1501 non-null   float64
 34  ADA_close      1501 non-null   float64
 35  ADA_returns    1501 non-null   float64
 36  BNB_close      1501 non-null   float64
 37  BNB_returns    1501 non-null   float64
 38  LTC_close      1501 non-null   float64
 39  LTC_returns    1501 non-null   float64
 40  SOL_close      1501 non-null   float64
 41  SOL_returns    1501 non-null   float64
dtypes: float64(42)
memory usage: 504.2+ KB

In [15]:

lag_plot(data['BTC_close'])

Out [15]:

<AxesSubplot:xlabel='y(t)', ylabel='y(t + 1)'>

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